A double parameter scaled BFGS method for unconstrained optimization (Q1677470)

scientific article

Language	Label	Description	Also known as
English	A double parameter scaled BFGS method for unconstrained optimization	scientific article

Statements

instance of

scholarly article

0 references

title

A double parameter scaled BFGS method for unconstrained optimization (English)

0 references

author

Neculai Andrei

0 references

published in

Journal of Computational and Applied Mathematics

0 references

publication date

21 November 2017

0 references

zbMATH Keywords

unconstrained optimization

0 references

scaled BFGS method

0 references

self-correcting quality

0 references

global convergence

0 references

numerical comparisons

0 references

describes a project that uses

CUTEr

0 references

SCALCG

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1016/j.cam.2017.10.009

0 references

cites work

The Convergence of a Class of Double-rank Minimization Algorithms 1. General Considerations

0 references

A new approach to variable metric algorithms

0 references

A Family of Variable-Metric Methods Derived by Variational Means

0 references

Conditioning of Quasi-Newton Methods for Function Minimization

0 references

Convergence Conditions for Ascent Methods

0 references

Convergence Conditions for Ascent Methods. II: Some Corrections

0 references

A Characterization of Superlinear Convergence and Its Application to Quasi-Newton Methods

0 references

Quasi-Newton Methods, Motivation and Theory

0 references

Q4016506

0 references

Q4107408

0 references

Global Convergence of a Cass of Quasi-Newton Methods on Convex Problems

0 references

A Tool for the Analysis of Quasi-Newton Methods with Application to Unconstrained Minimization

0 references

Variable metric algorithms: Necessary and sufficient conditions for identical behaviour of nonquadratic functions

0 references

The global convergence of partitioned BFGS on problems with convex decompositions and Lipschitzian gradients

0 references

On the Convergence of the Variable Metric Algorithm

0 references

The BFGS method with exact line searches fails for non-convex objective functions

0 references

Convergence Properties of the BFGS Algoritm

0 references

Q4840579

0 references

Updating conjugate directions by the BFGS formula

0 references

Reduced-Hessian Quasi-Newton Methods for Unconstrained Optimization

0 references

Self-Scaling Variable Metric (SSVM) Algorithms

0 references

Analysis of a self-scaling quasi-Newton method

0 references

Global and superlinear convergence of a restricted class of self-scaling methods with inexact line searches, for convex functions

0 references

Numerical expirience with a class of self-scaling quasi-Newton algorithms

0 references

Minimization Algorithms Making Use of Non-quadratic Properties of the Objective Function

0 references

A Note on Minimization Algorithms which make Use of Non-quardratic Properties of the Objective Function

0 references

A Modified BFGS Algorithm for Unconstrained Optimization

0 references

Modifying the BFGS method

0 references

Matrix conditioning and nonlinear optimization

0 references

Spectral scaling BFGS method

0 references

Two-Point Step Size Gradient Methods

0 references

Properties and numerical performance of quasi-Newton methods with modified quasi-Newton equations

0 references

Automatic Column Scaling Strategies for Quasi-Newton Methods

0 references

Modifying the BFGS update by a new column scaling technique

0 references

A modified BFGS method and its global convergence in nonconvex minimization

0 references

How bad are the BFGS and DFP methods when the objective function is quadratic?

0 references

CUTE

0 references

Methods of conjugate gradients for solving linear systems

0 references

Optimization theory and methods. Nonlinear programming

0 references

On the Behavior of Broyden’s Class of Quasi-Newton Methods

0 references

Eigenvalues versus singular values study in conjugate gradient algorithms for large-scale unconstrained optimization

0 references

Q4051876

0 references

Conjugate Gradient Methods with Inexact Searches

0 references

Q3539529

0 references

Benchmarking optimization software with performance profiles.

0 references

The superlinear convergence of a modified BFGS-type method for unconstrained optimization

0 references

Convergence analysis of a modified BFGS method on convex minimizations

0 references

Global convergence of BFGS and PRP methods under a modified weak Wolfe-Powell line search

0 references

Identifiers

zbMATH Open document ID

1422.65084

0 references

DOI

10.1016/j.cam.2017.10.009

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:1677470